Non UBC
DSpace
Simoncini, Valeria
2019-06-05T08:16:40Z
2018-12-06T09:37
In the numerical solution of the algebraic Riccati equation $A^* X + XA â XBB^â X + C^â C = 0$, where $A$ is large,
sparse and stable, and $B$, $C$ have low rank, projection methods have
recently emerged as a possible alternative to the more established Newton-Kleinman iteration. A robust implementation of these methods opens to new questions on the use of dissipativity properties of the given matrix $A$.
In this talk we briefly discuss the algorithmic aspects of
projection methods, together with some new hypotheses that
ensure their well posedness. If time allows, considerations on the differential Riccati equation will be included.
https://circle.library.ubc.ca/rest/handle/2429/70505?expand=metadata
30.0
video/mp4
Author affiliation: Universita' di Bologna
Banff (Alta.)
10.14288/1.0379282
eng
Unreviewed
Vancouver : University of British Columbia Library
Banff International Research Station for Mathematical Innovation and Discovery
Attribution-NonCommercial-NoDerivatives 4.0 International
http://creativecommons.org/licenses/by-nc-nd/4.0/
Faculty
BIRS Workshop Lecture Videos (Banff, Alta)
Mathematics
Numerical analysis
Partial differential equations
Scientific computing
On projection methods for large-scale Riccati equations
Moving Image
http://hdl.handle.net/2429/70505